NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.36 |
43.39 |
1.03 |
2.4% |
42.45 |
High |
43.57 |
43.78 |
0.21 |
0.5% |
43.29 |
Low |
42.31 |
43.00 |
0.69 |
1.6% |
41.46 |
Close |
43.35 |
43.39 |
0.04 |
0.1% |
42.34 |
Range |
1.26 |
0.78 |
-0.48 |
-38.1% |
1.83 |
ATR |
1.23 |
1.20 |
-0.03 |
-2.6% |
0.00 |
Volume |
330,800 |
262,243 |
-68,557 |
-20.7% |
1,505,628 |
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.73 |
45.34 |
43.82 |
|
R3 |
44.95 |
44.56 |
43.60 |
|
R2 |
44.17 |
44.17 |
43.53 |
|
R1 |
43.78 |
43.78 |
43.46 |
43.78 |
PP |
43.39 |
43.39 |
43.39 |
43.39 |
S1 |
43.00 |
43.00 |
43.32 |
43.00 |
S2 |
42.61 |
42.61 |
43.25 |
|
S3 |
41.83 |
42.22 |
43.18 |
|
S4 |
41.05 |
41.44 |
42.96 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.85 |
46.93 |
43.35 |
|
R3 |
46.02 |
45.10 |
42.84 |
|
R2 |
44.19 |
44.19 |
42.68 |
|
R1 |
43.27 |
43.27 |
42.51 |
42.82 |
PP |
42.36 |
42.36 |
42.36 |
42.14 |
S1 |
41.44 |
41.44 |
42.17 |
40.99 |
S2 |
40.53 |
40.53 |
42.00 |
|
S3 |
38.70 |
39.61 |
41.84 |
|
S4 |
36.87 |
37.78 |
41.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.78 |
41.46 |
2.32 |
5.3% |
1.11 |
2.6% |
83% |
True |
False |
322,042 |
10 |
43.78 |
41.46 |
2.32 |
5.3% |
0.99 |
2.3% |
83% |
True |
False |
275,330 |
20 |
43.78 |
39.00 |
4.78 |
11.0% |
1.24 |
2.9% |
92% |
True |
False |
215,750 |
40 |
43.78 |
39.00 |
4.78 |
11.0% |
1.21 |
2.8% |
92% |
True |
False |
146,213 |
60 |
43.78 |
35.25 |
8.53 |
19.7% |
1.49 |
3.4% |
95% |
True |
False |
111,723 |
80 |
43.78 |
27.67 |
16.11 |
37.1% |
1.62 |
3.7% |
98% |
True |
False |
92,809 |
100 |
43.78 |
23.26 |
20.52 |
47.3% |
1.80 |
4.1% |
98% |
True |
False |
81,660 |
120 |
43.78 |
23.26 |
20.52 |
47.3% |
2.00 |
4.6% |
98% |
True |
False |
74,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.10 |
2.618 |
45.82 |
1.618 |
45.04 |
1.000 |
44.56 |
0.618 |
44.26 |
HIGH |
43.78 |
0.618 |
43.48 |
0.500 |
43.39 |
0.382 |
43.30 |
LOW |
43.00 |
0.618 |
42.52 |
1.000 |
42.22 |
1.618 |
41.74 |
2.618 |
40.96 |
4.250 |
39.69 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
43.39 |
43.26 |
PP |
43.39 |
43.13 |
S1 |
43.39 |
43.01 |
|